-74.1%
NKE vs MOD
+1,486.5%
-1,560.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.5% |
| 7D | -2.0% | +9.6% | -11.6% | -3.2% |
| 30D | -8.6% | 0.0% | -8.6% | -8.8% |
| 3M | -11.0% | -35.4% | +24.3% | -6.4% |
| 6M | -33.2% | -7.3% | -26.0% | -34.4% |
| YTD | -38.1% | +45.8% | -83.9% | -43.9% |
| 1Y | -47.4% | +43.1% | -90.5% | -52.7% |
| 3Y | -59.8% | +297.7% | -357.4% | -73.5% |
| All | -74.1% | +1,486.5% | -1,560.6% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling